Average annual returns
Through 20241 year
8.20%
3 year
4.29%
5 year
7.65%
10 year
8.32%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
69 months through May 31, 2025Volatility (ann.)
16.00%
Sharpe
0.21
Sortino
0.33
Max drawdown
-29.04%
Best month
14.61%
Worst month
-18.94%
Beta vs VTSAX
0.81
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.